3rd Edition Implementing Credit Risk Models for IFRS 9

IFRS 9 is the number one challenge facing credit risk
modellers at the moment. As the 2018 deadline approaches, concerns have shifted
to how these models should be tested and implemented, as well as the impact
IFRS 9 will have on banks' capital and provisioning numbers. Adding to the
challenges that banks face, the Basel committee have indicated they will make
some major changes to the credit risk modelling they expect banks to do as
well. These emerging issues such as capital adjustments will feed into how
banks think of credit risk modeling and implementation. Our conference will
allow banks to overcome the practical challenges of implementing their IFRS 9
models, whilst also addressing the issues associated with other changes and
developments in the credit risk modelling space.

This GFMI conference will ensure delegates
take away practical insights for implementation of IFRS 9 parallel runs and
deep dive into operational issues regarding data requirement. Institutions will
hear best practices on methodology to minimize risk and increase effectiveness
of their models. They will discuss how best to manage the volatility in
provision numbers and the critical points to emphasize to senior management. Delegates
will hear about the best organizational structure to bring together risk and
finance data, and find out how to approach revolving credit facilities. Finally
they will discuss how credit risk modelling might change around Basel going
forward.